To download the icons, for Internet Explorer, RIGHT click on the "Download Desktop Icon"
link under the icon you want, select "Save Target As" from the menu that appears, then
select where on your hard disk you'd like to store the icons.

For Netscape RIGHT click on the "Download Desktop Icon"
link under the icon you want, select "Save Link As" from the menu that appears, add .ico
to the end of the name it gives you, then
select where on your hard disk you'd like to store the icons.